University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 GGMRES: A GMRES--type algorithm for solving singular linear equations with index one 1 14 1954 10.22124/jmm.2017.1954 EN Alireza Ataei Mathematics Department, Faculty of Science, Persian Gulf University, Iran Faezeh Toutounian Department of Applied Mathematics, School of Mathematical Sciences Journal Article 2016 11 25 In this paper, an algorithm based on the Drazin generalized conjugate residual (DGMRES) algorithm is proposed for computing the group-inverse solution of singular linear equations with index one. Numerical experiments show that the resulting group-inverse solution is reasonably accurate and its computation time is significantly less than that of group-inverse solution obtained by the DGMRES algorithm. https://jmm.guilan.ac.ir/article_1954_dcd4f79f7ead59a08d2173d1dbddaad0.pdf
University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 Robust portfolio selection with polyhedral ambiguous inputs 15 26 2004 10.22124/jmm.2017.2004 EN Somayyeh Lotfi Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran Maziar Salahi Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran Farshid Mehrdoust Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran Journal Article 2016 12 26  Ambiguity in the inputs of the models is typical especially in portfolio selection problem where the true distribution of random variables is usually unknown. Here we use robust optimization approach to address the ambiguity in conditional-value-at-risk minimization model. We obtain explicit models of the robust conditional-value-at-risk minimization for polyhedral and correlated polyhedral ambiguity sets of the scenarios. The models are linear programs in the both cases. Using a portfolio of USA stock market, we apply the buy-and-hold strategy to evaluate the model's performance. We found that the robust models have almost the same out-of-sample performance, and outperform the nominal model. However, the robust model with correlated polyhedral results in more conservative solutions. https://jmm.guilan.ac.ir/article_2004_1d74d05dba0e222372683aab00dd663c.pdf
University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 A numerical method for solving nonlinear partial differential equations based on Sinc-Galerkin method 27 40 2079 10.22124/jmm.2017.2079 EN Ali Zakeri Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran Amir Hossein Salehi Shayegan Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran Fatemeh Asadollahi Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran Journal Article 2017 02 20 In this paper, we consider two dimensional nonlinear elliptic equations of the form \$ -{rm div}(a(u,nabla u)) = f \$. Then, in order to solve these equations on rectangular domains, we propose a numerical method based on Sinc-Galerkin method. Finally, the presented method is tested on some examples. Numerical results show the accuracy and reliability of the proposed method. https://jmm.guilan.ac.ir/article_2079_9ed41d4df0353ca9b00dafbb90cd4c8c.pdf
University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 Mixed two-stage derivative estimator for sensitivity analysis 41 52 2211 10.22124/jmm.2017.2211 EN Kolsoom Mirabi Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran Mohammad Arashi Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran Journal Article 2017 05 16 In mathematical modeling, determining most influential parameters on outputs is of major importance. Thus, sensitivity analysis of parameters plays an important role in model validation. We give detailed procedure of constructing a new derivative estimator for general performance measure in Gaussian systems. We will take advantage of using score function and measure-value derivative estimators in our approach. It is shown that the proposed estimator performs better than other estimators for a dense class of test functions in the sense of having smaller variance. https://jmm.guilan.ac.ir/article_2211_654dd56a77eaa7c5441494a27081eb41.pdf
University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 Determining optimal value of the shape parameter \$c\$ in RBF for unequal distances topographical points by Cross-Validation algorithm 53 60 2225 10.22124/jmm.2017.2225 EN Mohammadreza Yaghouti Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran Habibe Ramezannezhad Azarboni Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran Journal Article 2017 05 30 Several radial basis function based methods contain a free shape parameter which has  a crucial role in the accuracy of the methods. Performance evaluation of this parameter in different  functions with various data has always been a topic of study. In the present paper, we consider studying the methods which determine an optimal value for the shape parameter in interpolations of radial basis  functions for data collections produced by topographical images that are not necessarily in equal distances.  The Cross-Validation method is picked out of several existing algorithms proposed for determining the shape parameter. https://jmm.guilan.ac.ir/article_2225_aa76072c0b4d04bfa157f4f964478609.pdf
University of Guilan Journal of Mathematical Modeling 2345-394X 5 1 2017 06 01 A numerical approach to solve eighth order boundary value problems by Haar wavelet collocation method 61 75 2296 10.22124/jmm.2017.2296 EN Arikera Padmanabha Reddy Department of Mathematics, V. S. K. University, Ballari, India Manjula Harageri Department of Mathematics, V. S. K. University, Ballari, India Channaveerapala Sateesha Department of Mathematics, V. S. K. University, Ballari, India Journal Article 2017 06 27 In this paper a robust and accurate algorithm based on Haar wavelet collocation method (HWCM) is proposed for solving eighth order boundary value problems. We used the Haar direct method for calculating multiple integrals of Haar functions. To illustrate the efficiency and accuracy of the concerned method, few examples are considered which arise in the mathematical modeling of fluid dynamics and hydromagnetic stability. Convergence and error bound estimation of the method are discussed. The comparison of results with exact solution and existing numerical methods such as Quintic B-spline collocation method and Galerkin method with Quintic B-splines as basis functions shown that the HWCM is a powerful numerical method for solution of above mentioned problems. https://jmm.guilan.ac.ir/article_2296_a101cfd2f23c799df5988bdb40444a02.pdf